BBY 资产分析 - DOR 信号与波动率

Quick 总览

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ 低er (68.27%)	1σ Upper	2σ 低er (95.45%)	2σ Upper
日度	3.15%	2.65%	2.71%	3.11%	2.80%	2.84%	58.78	62.17	57.16	63.93
周度	7.25%	7.07%	7.10%	7.35%	6.16%	6.25%	56.84	64.29	53.44	68.38
月度	15.81%	17.47%	16.13%	15.66%	12.83%	13.01%	53.17	68.72	46.77	78.13
季度	29.22%	33.52%	26.18%	27.03%	22.21%	22.53%	48.41	75.49	38.77	94.26
Annual	—	—	—	—	44.43%	45.07%	38.77	94.26	24.86	146.99
Option Time Horizon	—	—	—	—	16.93%	17.17%	51.04	71.60	43.09	84.81

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $60.45 | Strike (K): $62.50 (first OTM call ≥ spot) | Observed Mid-价格: $3.1500 (Bid $3.0000 / Ask $3.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 6.18% | Binomial IV (Annual): 44.43% (CRR binomial tree, American, n=20 steps) | BS IV: 45.12% (European Black-Scholes) | Yahoo IV (Annual): 45.07% → period-scaled as σ_period = σ_annual·√h | 价格 bands: Upper = S·e^+σ√h, 低er = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-03-24	$0.9600
2025-12-16	$0.9500
2025-09-18	$0.9500
2025-06-18	$0.9500
2025-03-25	$0.9500
2024-12-17	$0.9400
2024-09-19	$0.9400
2024-06-20	$0.9400
2024-03-20	$0.9400
2023-12-11	$0.9200
2023-09-18	$0.9200
2023-06-14	$0.9200
2023-03-22	$0.9200
2022-12-12	$0.8800
2022-09-19	$0.8800
2022-06-13	$0.8800
2022-03-23	$0.8800
2021-12-13	$0.7000
2021-09-13	$0.7000
2021-06-16	$0.7000
2021-03-17	$0.7000
2020-12-14	$0.5500
2020-09-14	$0.5500
2020-06-10	$0.5500
2020-03-18	$0.5500
2019-12-16	$0.5000
2019-09-18	$0.5000
2019-06-12	$0.5000
2019-03-19	$0.5000
2018-12-10	$0.4500
2018-09-17	$0.4500
2018-06-13	$0.4500
2018-03-21	$0.4500
2017-12-06	$0.3400
2017-09-18	$0.3400
2017-06-13	$0.3400
2017-03-20	$0.3400
2016-12-06	$0.2800
2016-09-09	$0.2800
2016-06-10	$0.2800
2016-03-15	$0.7300
2015-12-08	$0.2300
2015-09-11	$0.2300
2015-06-09	$0.2300
2015-03-20	$0.7400
2014-12-09	$0.1900
2014-09-09	$0.1900
2014-06-10	$0.1700
2014-03-18	$0.1700
2013-12-06	$0.1700
2013-09-06	$0.1700
2013-06-07	$0.1700
2013-03-19	$0.1700
2012-12-07	$0.1700
2012-09-07	$0.1700
2012-06-08	$0.1600
2012-04-17	$0.1600
2011-12-29	$0.1600
2011-09-30	$0.1600
2011-06-30	$0.1500
2011-04-12	$0.1500
2010-12-31	$0.1500
2010-10-01	$0.1500
2010-07-01	$0.1400
2010-04-13	$0.1400
2009-12-31	$0.1400
2009-10-02	$0.1400
2009-07-02	$0.1400
2009-04-14	$0.1400
2009-01-02	$0.1400
2008-10-03	$0.1400
2008-07-03	$0.1300
2008-04-21	$0.1300
2008-01-07	$0.1300
2007-10-04	$0.1300
2007-07-06	$0.1000
2007-04-23	$0.1000
2006-12-28	$0.1000
2006-09-29	$0.1000
2006-06-29	$0.0800
2006-04-18	$0.0800
2005-12-29	$0.0800
2005-09-30	$0.0800
2005-06-30	$0.0733
2005-04-18	$0.0733
2005-01-03	$0.0733
2004-10-04	$0.0733
2004-07-02	$0.0667
2004-04-19	$0.0667
2004-01-05	$0.0667
2003-11-14	$0.2000

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.22. Further, an Excess 峰度 of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.35%	72	0.70%	0.70%
-9.35% to -6.98%	84	0.81%	1.51%
-6.98% to -4.62%	290	2.81%	4.33%
-4.62% to -2.25%	1107	10.74%	15.06%
-2.25% to 0.11%	3957	38.38%	53.44%
0.11% to 2.48%	3238	31.41%	84.85%
2.48% to 4.84%	1061	10.29%	95.14%
4.84% to 7.21%	284	2.75%	97.90%
7.21% to 9.57%	105	1.02%	98.91%
Greater than 9.57%	112	1.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.04%	3.27%	80.25%	68.27%
±2σ	-6.19%	6.42%	95.23%	95.45%
±3σ	-9.35%	9.57%	98.22%	99.73%

Descriptive Statistics

均值	0.113%
Standard Error	0.031%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.153%
Sample Variance	9.942%
峰度	12.44
偏度	-0.22
Range	66.056%
Minimum	-38.783%
Maximum	27.273%
Count	10310

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.288%	4964	48.15%	1.102%
负向	-2.114%	4821	46.76%	-0.989%
Zero	0.000%	525	5.09%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.07%
20	1 Month	3.27%
60	1 Quarter	3.77%
250	1 Year	3.21%
750	3 Years	2.93%
1,250	5 Years	3.11%
2,500	10 Years	3.03%
5,000	20 Years	3.20%
12,500	50 Years	3.78%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 6.72. Further, an Excess 峰度 of 146.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.38%	0	0.00%	0.00%
-4.38% to -2.39%	0	0.00%	0.00%
-2.39% to -0.41%	0	0.00%	0.00%
-0.41% to 1.58%	1223	11.86%	11.86%
1.58% to 3.57%	5413	52.50%	64.36%
3.57% to 5.55%	2210	21.43%	85.79%
5.55% to 7.54%	814	7.89%	93.69%
7.54% to 9.53%	355	3.44%	97.13%
9.53% to 11.52%	130	1.26%	98.39%
Greater than 11.52%	166	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.92%	6.22%	88.44%	68.27%
±2σ	-1.73%	8.87%	96.20%	95.45%
±3σ	-4.38%	11.52%	98.39%	99.73%

Descriptive Statistics

均值	3.568%
Standard Error	0.026%
中位数	2.891%
Mode	2.857%
Standard Deviation	2.649%
Sample Variance	7.017%
峰度	146.49
偏度	6.72
Range	89.195%
Minimum	0.279%
Maximum	89.474%
Count	10311

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.568%	10311	100.00%	3.568%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.58. Further, an Excess 峰度 of 35.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.10%	70	0.68%	0.68%
-8.10% to -6.06%	106	1.03%	1.71%
-6.06% to -4.02%	332	3.22%	4.93%
-4.02% to -1.99%	1159	11.24%	16.17%
-1.99% to 0.05%	3740	36.27%	52.44%
0.05% to 2.08%	3258	31.60%	84.04%
2.08% to 4.12%	1153	11.18%	95.22%
4.12% to 6.15%	319	3.09%	98.31%
6.15% to 8.19%	100	0.97%	99.28%
Greater than 8.19%	74	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.67%	2.76%	79.02%	68.27%
±2σ	-5.38%	5.47%	95.22%	95.45%
±3σ	-8.09%	8.19%	98.60%	99.73%

Descriptive Statistics

均值	0.047%
Standard Error	0.027%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.714%
Sample Variance	7.365%
峰度	35.40
偏度	1.58
Range	79.994%
Minimum	-22.449%
Maximum	57.545%
Count	10311

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.938%	4958	48.09%	0.932%
负向	-1.935%	4718	45.76%	-0.885%
Zero	0.000%	635	6.16%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.35. Further, an Excess 峰度 of 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.18%	9	0.42%	0.42%
-21.18% to -15.74%	27	1.26%	1.68%
-15.74% to -10.31%	83	3.88%	5.56%
-10.31% to -4.87%	236	11.03%	16.59%
-4.87% to 0.56%	754	35.23%	51.82%
0.56% to 6.00%	673	31.45%	83.27%
6.00% to 11.43%	226	10.56%	93.83%
11.43% to 16.87%	84	3.93%	97.76%
16.87% to 22.30%	28	1.31%	99.07%
Greater than 22.30%	20	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.68%	7.81%	76.87%	68.27%
±2σ	-13.93%	15.06%	94.30%	95.45%
±3σ	-21.18%	22.30%	98.64%	99.73%

Descriptive Statistics

均值	0.564%
Standard Error	0.157%
中位数	0.256%
Mode	0.000%
Standard Deviation	7.247%
Sample Variance	52.525%
峰度	3.82
偏度	0.35
Range	88.640%
Minimum	-39.344%
Maximum	49.296%
Count	2140

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.585%	1099	51.35%	2.868%
负向	-4.877%	1011	47.24%	-2.304%
Zero	0.000%	30	1.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.32%
12	1 Quarter	8.61%
52	1 Year	7.58%
156	3 Years	6.88%
260	5 Years	7.35%
520	10 Years	7.20%
1,040	20 Years	7.56%
2,600	50 Years	9.33%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.38. Further, an Excess 峰度 of 22.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.46%	0	0.00%	0.00%
-11.46% to -6.16%	0	0.00%	0.00%
-6.16% to -0.86%	0	0.00%	0.00%
-0.86% to 4.44%	308	14.39%	14.39%
4.44% to 9.74%	1076	50.26%	64.64%
9.74% to 15.04%	425	19.85%	84.49%
15.04% to 20.34%	181	8.45%	92.95%
20.34% to 25.64%	79	3.69%	96.64%
25.64% to 30.94%	37	1.73%	98.37%
Greater than 30.94%	35	1.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.67%	16.81%	86.88%	68.27%
±2σ	-4.39%	23.87%	96.12%	95.45%
±3σ	-11.46%	30.94%	98.37%	99.73%

Descriptive Statistics

均值	9.739%
Standard Error	0.153%
中位数	7.715%
Mode	5.882%
Standard Deviation	7.067%
Sample Variance	49.943%
峰度	22.15
偏度	3.38
Range	92.122%
Minimum	1.562%
Maximum	93.684%
Count	2141

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.739%	2141	100.00%	9.739%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.19. Further, an Excess 峰度 of 9.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.27%	7	0.33%	0.33%
-21.27% to -15.94%	20	0.93%	1.26%
-15.94% to -10.62%	79	3.69%	4.95%
-10.62% to -5.29%	260	12.14%	17.09%
-5.29% to 0.03%	757	35.36%	52.45%
0.03% to 5.36%	684	31.95%	84.40%
5.36% to 10.68%	214	10.00%	94.40%
10.68% to 16.01%	76	3.55%	97.94%
16.01% to 21.33%	24	1.12%	99.07%
Greater than 21.33%	20	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.07%	7.13%	77.81%	68.27%
±2σ	-14.17%	14.23%	95.00%	95.45%
±3σ	-21.27%	21.33%	98.74%	99.73%

Descriptive Statistics

均值	0.034%
Standard Error	0.153%
中位数	-0.147%
Mode	0.000%
Standard Deviation	7.100%
Sample Variance	50.413%
峰度	9.82
偏度	1.19
Range	99.427%
Minimum	-33.019%
Maximum	66.408%
Count	2141

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.235%	1019	47.59%	2.492%
负向	-4.818%	1092	51.00%	-2.457%
Zero	0.000%	30	1.40%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.51. Further, an Excess 峰度 of 1.56 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.88%	2	0.41%	0.41%
-44.88% to -33.02%	3	0.61%	1.02%
-33.02% to -21.16%	17	3.46%	4.47%
-21.16% to -9.30%	68	13.82%	18.29%
-9.30% to 2.56%	180	36.59%	54.88%
2.56% to 14.42%	130	26.42%	81.30%
14.42% to 26.28%	53	10.77%	92.07%
26.28% to 38.14%	27	5.49%	97.56%
38.14% to 50.00%	6	1.22%	98.78%
Greater than 50.00%	6	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.25%	18.37%	75.81%	68.27%
±2σ	-29.06%	34.19%	94.11%	95.45%
±3σ	-44.88%	50.00%	98.37%	99.73%

Descriptive Statistics

均值	2.561%
Standard Error	0.713%
中位数	0.925%
Mode	0.000%
Standard Deviation	15.812%
Sample Variance	250.030%
峰度	1.56
偏度	0.51
Range	117.149%
Minimum	-48.692%
Maximum	68.457%
Count	492

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.650%	258	52.44%	7.158%
负向	-9.834%	230	46.75%	-4.597%
Zero	0.000%	4	0.81%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.01%
12	1 Year	15.51%
36	3 Years	14.74%
60	5 Years	15.66%
120	10 Years	15.89%
240	20 Years	16.68%
600	50 Years	21.42%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.00. Further, an Excess 峰度 of 15.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.81%	0	0.00%	0.00%
-27.81% to -14.71%	0	0.00%	0.00%
-14.71% to -1.60%	0	0.00%	0.00%
-1.60% to 11.50%	82	16.63%	16.63%
11.50% to 24.60%	234	47.46%	64.10%
24.60% to 37.71%	96	19.47%	83.57%
37.71% to 50.81%	47	9.53%	93.10%
50.81% to 63.91%	19	3.85%	96.96%
63.91% to 77.02%	7	1.42%	98.38%
Greater than 77.02%	8	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.13%	42.08%	87.63%	68.27%
±2σ	-10.34%	59.55%	95.94%	95.45%
±3σ	-27.81%	77.02%	98.38%	99.73%

Descriptive Statistics

均值	24.603%
Standard Error	0.787%
中位数	19.779%
Mode	11.048%
Standard Deviation	17.472%
Sample Variance	305.274%
峰度	15.39
偏度	3.00
Range	160.701%
Minimum	6.667%
Maximum	167.368%
Count	493

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	24.603%	493	100.00%	24.603%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.27. Further, an Excess 峰度 of 5.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.22%	0	0.00%	0.00%
-48.22% to -36.13%	2	0.41%	0.41%
-36.13% to -24.03%	21	4.26%	4.67%
-24.03% to -11.94%	76	15.42%	20.08%
-11.94% to 0.16%	156	31.64%	51.72%
0.16% to 12.25%	160	32.45%	84.18%
12.25% to 24.35%	49	9.94%	94.12%
24.35% to 36.44%	18	3.65%	97.77%
36.44% to 48.54%	6	1.22%	98.99%
Greater than 48.54%	5	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.97%	16.29%	75.46%	68.27%
±2σ	-32.10%	32.41%	95.54%	95.45%
±3σ	-48.22%	48.54%	98.99%	99.73%

Descriptive Statistics

均值	0.158%
Standard Error	0.726%
中位数	-0.284%
Mode	-20.000%
Standard Deviation	16.127%
Sample Variance	260.081%
峰度	5.44
偏度	1.27
Range	135.658%
Minimum	-40.512%
Maximum	95.146%
Count	493

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.178%	238	48.28%	5.879%
负向	-11.105%	254	51.52%	-5.721%
Zero	0.000%	1	0.20%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.17. Further, an Excess 峰度 of 2.55 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -79.96%	0	0.00%	0.00%
-79.96% to -58.04%	0	0.00%	0.00%
-58.04% to -36.13%	5	3.05%	3.05%
-36.13% to -14.21%	27	16.46%	19.51%
-14.21% to 7.71%	62	37.80%	57.32%
7.71% to 29.62%	39	23.78%	81.10%
29.62% to 51.54%	17	10.37%	91.46%
51.54% to 73.46%	9	5.49%	96.95%
73.46% to 95.37%	3	1.83%	98.78%
Greater than 95.37%	2	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-21.52%	36.93%	76.83%	68.27%
±2σ	-50.74%	66.15%	95.73%	95.45%
±3σ	-79.96%	95.37%	98.78%	99.73%

Descriptive Statistics

均值	7.706%
Standard Error	2.282%
中位数	2.221%
Mode	-55.914%
Standard Deviation	29.222%
Sample Variance	853.916%
峰度	2.55
偏度	1.17
Range	189.140%
Minimum	-55.914%
Maximum	133.226%
Count	164

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.622%	87	53.05%	14.653%
负向	-14.797%	77	46.95%	-6.947%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	23.07%
12	3 Years	25.41%
20	5 Years	27.03%
40	10 Years	27.21%
80	20 Years	29.06%
200	50 Years	39.87%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.77. Further, an Excess 峰度 of 3.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -50.54%	0	0.00%	0.00%
-50.54% to -25.40%	0	0.00%	0.00%
-25.40% to -0.25%	0	0.00%	0.00%
-0.25% to 24.89%	33	20.00%	20.00%
24.89% to 50.03%	76	46.06%	66.06%
50.03% to 75.18%	28	16.97%	83.03%
75.18% to 100.32%	14	8.48%	91.52%
100.32% to 125.46%	7	4.24%	95.76%
125.46% to 150.60%	4	2.42%	98.18%
Greater than 150.60%	3	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	16.51%	83.56%	82.42%	68.27%
±2σ	-17.02%	117.08%	94.55%	95.45%
±3σ	-50.54%	150.61%	98.18%	99.73%

Descriptive Statistics

均值	50.033%
Standard Error	2.610%
中位数	40.224%
Mode	20.550%
Standard Deviation	33.524%
Sample Variance	1123.842%
峰度	3.59
偏度	1.77
Range	185.633%
Minimum	12.262%
Maximum	197.895%
Count	165

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	50.033%	165	100.00%	50.033%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.01. Further, an Excess 峰度 of 3.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -78.71%	0	0.00%	0.00%
-78.71% to -59.07%	0	0.00%	0.00%
-59.07% to -39.44%	6	3.64%	3.64%
-39.44% to -19.81%	32	19.39%	23.03%
-19.81% to -0.17%	48	29.09%	52.12%
-0.17% to 19.46%	51	30.91%	83.03%
19.46% to 39.09%	16	9.70%	92.73%
39.09% to 58.73%	9	5.45%	98.18%
58.73% to 78.36%	1	0.61%	98.79%
Greater than 78.36%	2	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.35%	26.01%	75.76%	68.27%
±2σ	-52.53%	52.18%	95.76%	95.45%
±3σ	-78.71%	78.36%	98.79%	99.73%

Descriptive Statistics

均值	-0.172%
Standard Error	2.038%
中位数	-1.073%
Mode	-56.985%
Standard Deviation	26.178%
Sample Variance	685.309%
峰度	3.09
偏度	1.01
Range	183.814%
Minimum	-56.985%
Maximum	126.829%
Count	165

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.272%	79	47.88%	9.706%
负向	-18.951%	86	52.12%	-9.877%
Zero	0.000%	0	0.00%	0.000%

BBY 深度分析报告